Well, and maybe I'm being paronoid, and perhaps someone will correct me, but the internet is a more dangerous place than most people realize.
It's because of this that I recommend running a HIPS firewall, and I believe that the easiest to use among these is Comodo Firewall.
Perhaps someone has better advice, but my personal favorite combination is running Comodo Firewall alongside either Avast or just running CIS by itself. For me, at least, it's the protective power of CF, or CIS, that's the most protective.
I look at the detection power as a secondary element.
That said, let's see what other people think.